[Edited 2018-05-14, AndyS to update the URLs]Direct Functions, sometimes also referred to as Dynamic Functions (of dfns for short), support a functional programming style in Dyalog. More information about dfns is available at:

The Programming Reference Guide -> Defined Functions and Operators -> Dynamic Functions and Operators discusses dfns. This can be found at http://help.dyalog.com or in PDF format at http://docs.dyalog.com, or in the help directory which is part of the Dyalog installation.